+3,093.2%
GLW vs RRC
+1,414.2%
+1,679.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.9% |
| 7D | -13.9% | -10.8% | -3.1% | -12.8% |
| 30D | -35.0% | +22.3% | -57.3% | -36.5% |
| 3M | -32.4% | +26.6% | -59.0% | -34.3% |
| 6M | -41.3% | +18.9% | -60.3% | -42.8% |
| YTD | +21.8% | +39.2% | -17.3% | +16.3% |
| 1Y | +21.8% | +34.0% | -12.1% | +16.7% |
| 3Y | +307.7% | +42.0% | +265.7% | +285.0% |
| 5Y | +213.7% | +111.9% | +101.8% | +176.4% |
| 10Y | +509.3% | +62.8% | +446.5% | +393.3% |
| All | +3,093.2% | +1,414.2% | +1,679.1% | +2,101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling